On the outbreak of World War II in 1939, the 1st and 2nd Battalions, despite being woefully under-equipped (in common with the rest of the Army), took to the field with the British Expeditionary Force in France. During the following six years the Coldstream fought throughout Europe and North Africa: France 1939 - 40, Egypt 1939 -42, North Africa 1942, Italy 1943 - 45, Normandy to Baltic 1944 - 45. The battles are too numerous to detail in this brief account, but during the War the Regiment served both as dismounted Infantry and as Armored Battalions (equipped with Sherman and Churchill tanks). Throughout the war they amply lived up to the Regimental motto of ''Second to None''. Two additional battalions, the 4th and 5th, were also raised during the war.

Operation Bluecoat, Normandy 30th July 1944 by David Pentland Churchill MkIV tank of the 6th Guards Tank Brigade (comprised of 4th Battalion Grenadier Guards, 4th Battalion Coldstream Guards and 3rd Battalion Scots Guards), pass infantry of the 2nd Battalion Argyll and Sutherland Highlanders during the Battle for Caumont. 

After the German surrender, the Guards Division gave up its armor at a ceremonial parade attended by Field Marshal Montgomery and became part of the Army of Occupation as an Infantry Division in the area of Cologne. The 4th and 5th Battalions disbanded in 1946 and distributed their personnel between the newly formed 1st and 2nd Guards Training Battalions. The 2nd Battalion arrived home in September 1946 from Trieste where it had been since the German surrender in Italy in May 1945.